Testing for the order of risk measures: An application of L-statistics in actuarial science

Metron

Volumn 63, Issue 2, 2005, Pages 193-211

  Jones, Bruce L ^a   Zitikis, Ričardas ^a  

^a UNIVERSITY OF WESTERN ONTARIO   (Canada)

Author keywords

Asymptotic distribution; Bootstrap; Distortion function; L statistics; Non parametric estimation; Parametric estimation; Proportional hazards transform; Risk measures

Indexed keywords

EID: 33644869389     PISSN: 00261424     EISSN: None     Source Type: Journal    
DOI: None     Document Type: Article

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